As with single-level lists, you can choose what list design you want to use. But there's an extra feature with multilevel lists: You can choose to design each level independently, exactly as you did with the single-layer lists, or you can do it all in one go.
Start by clicking the Multilevel List button to see the List Library. Once again, you can choose a built-in list or design your own. If you choose to design your own list, click Define New Multilevel List. You'll have to set the characteristics you want for each level.
Tip You'll find the different bullet designs in the Number style for this level list, because multilevel lists consider bullets to be just another type of number.
As you can see in the picture, there also is an option to define a new list style by using the Define New List Style command. This would be a good thing to do if you think you're going to use the same list design again but may want to make some changes to the design later. A new list style can be modified after it's created, and every instance of that list style in your document will get updated with the changes you make. There's no need to design it from scratch a second time when you can just save it as a style once. By contrast, if you just add a new list design to the library rather than define a new style, you won't be able to make changes to the design of the new list.